Fluctuations of an omega-type killed process in discrete time

DOI10.15559/24-VMSTA257MaRDI QIDQ6624012

Lewis Ramsden, Meral Şimşek, Apostolos D. Papaioannou

Publication date: 24 October 2024

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

random walksbankruptcyfluctuation theoryexit problemspotential measures

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Actuarial mathematics (91G05)

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